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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Jun 08, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   36 36 36 38 42 43 45 45 45 45 45
Closed Higher   18 13 19 18 18 22 23 20 30 27 16
Exceeded High   13 13 13 12 16 17 19 19 27 20 13
Scenario Percentage   72% 100% 68% 67% 89% 77% 83% 95% 90% 74% 81%
Avg Max Increase   6.61% 10.38% 10.00% 12.84% 8.89% 8.41% 14.28% 15.66% 9.43% 11.02% 11.67%
Max Increase   18.91% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 45.18% 32.89% 72.01% 61.16%
Avg Days To Max Increase   15 16 14 11 15 18 19 16 15 15 17
Avg Max Decline   -2.20% -1.83% -2.01% -0.45% -1.23% -2.20% -3.65% -2.82% -2.26% -2.49% -1.57%
Max Decline   -7.97% -7.77% -6.49% -2.57% -3.81% -9.88% -11.07% -9.16% -8.76% -9.84% -6.36%
Avg Days to Max Decline   6 7 9 3 4 6 13 12 5 6 3
2020 Contract Condition     Yes Yes Yes   Yes   Yes      
Action     Yes Yes Yes   Yes   Yes      
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   36 36 36 38 42 43 45 45 45 45 45
Closed Lower   18 23 17 20 24 21 22 25 15 18 29
Penetrated Low   14 15 14 11 20 16 16 12 10 12 13
Scenario Percentage   78% 65% 82% 55% 83% 76% 73% 48% 67% 67% 45%
Avg Max Decline   7.83% 7.11% 7.75% 10.63% 8.77% 7.15% 9.38% 9.08% 10.82% 9.26% 3.80%
Max Decline   19.41% 14.87% 12.45% 20.32% 26.64% 17.72% 32.80% 25.33% 41.57% 35.01% 10.16%
Avg Days To Max Decline   18 14 20 20 17 14 20 16 11 15 12
Avg Max Increase   -2.38% -1.13% -2.89% -2.27% -3.58% -2.92% -2.41% -1.93% -2.94% -1.57% -1.20%
Max Increase   -6.06% -5.03% -12.61% -9.49% -12.67% -5.52% -7.84% -6.68% -11.78% -8.00% -3.33%
Avg Days to Max Increase   10 9 11 12 12 10 7 9 7 6 5
2020 Contract Condition   Yes       Yes   Yes   Yes Yes Yes
Action   No       Yes   No   Yes Yes Not Yet
High 930.3 903.9 851.0 895.3 952.8 1009.3 949.1 964.0 990.7 1046.7 1021.0 916.1
Low 868.0 804.7 806.9 818.9 846.0 886.4 882.0 874.0 892.5 952.5 846.2 562.0
Close/Last 907.5 809.9 851.0 887.9 941.5 895.1 939.5 906.0 977.8 961.9 864.7 724.4

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